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Re: st: How to compute t-stats and p-values with bootstrap following qreg in stata 9


From   "Stas Kolenikov" <[email protected]>
To   [email protected]
Subject   Re: st: How to compute t-stats and p-values with bootstrap following qreg in stata 9
Date   Sat, 26 May 2007 08:28:17 -0500

I was under the impression that the bootstrap commands in version 9
take care of the table formatting and output, although they might be
assuming the normal distribution rather than t -- at any rate, the
bootstrap is an asymptotic procedure, and finite sample t-distribution
would be an ad-hoc solution that may or may not be more accurate. And
the syntax of the -bootstrap- command is indeed different in version
9... even the help file says so.

On 5/26/07, [email protected] <[email protected]> wrote:
Dear Stata 9 experts,

I was using the following lines of command by Brian Poi to routinely
compute t-stats and p-values after qreg. I adapted the bootstrap code to
stata 9, but got an error message. Is something wrong with the syntax or is
stata 9 to be handled differently?

--
Stas Kolenikov
http://stas.kolenikov.name
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